-55.3%
ADBE vs NTRS
+168.2%
-223.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -5.4% | +1.4% | -6.7% | -5.7% |
| 30D | -2.5% | -0.7% | -1.9% | -2.4% |
| 3M | +15.3% | +11.3% | +4.0% | +12.0% |
| 6M | -7.8% | +35.5% | -43.4% | -15.8% |
| YTD | -27.9% | +40.6% | -68.5% | -35.0% |
| 1Y | -28.0% | +49.2% | -77.3% | -36.4% |
| 3Y | -55.3% | +167.2% | -222.5% | -66.7% |
| All | -55.3% | +168.2% | -223.5% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling